Discrete Stochastic Processes

Nicolas Privault received a PhD degree from the University of Paris VI, France. He was with the University of Evry, France, the University of La Rochelle, France, and the University of Poitiers, France. He is currently a Professor with the School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore. His research interests are in the areas of stochastic analysis and its applications.

• - 1. A Summary of Markov Chains.- 2. Phase-Type Distributions.- 3. Synchronizing Automata.- 4. Random Walks and Recurrence.- 5. Cookie-Excited Random Walks.- 6. Convergence to Equilibrium.- 7. The Ising Model.- 8. Search Engines.- 9. Hidden Markov Model.- 10. Markov Decision Processes.